ProShares S&P 500 Ex-Technology ETF (SPXT)

104.00 +0.14 (+0.13%) USD  |  NYSEARCA  |  Dec 17, 16:00
104.00 0.00 (0.00%) After-Hours: 20:00
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SPXT Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for SPXT.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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State Street SPDR MSCI USA Gender Diversity ETF --
American Customer Satisfaction ETF --
Pacer Lunt Large Cap Multi-Factor Alternator ETF --
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Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade